-3.7%
XLC vs GAP
-7.7%
+4.0%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.0% | +2.8% | +1.0% |
| 7D | +3.5% | -9.3% | +12.8% | +4.6% |
| 30D | -2.6% | -5.5% | +2.9% | -2.0% |
| 3M | -2.1% | +3.5% | -5.6% | -2.7% |
| 6M | -5.5% | +0.7% | -6.2% | -6.2% |
| YTD | -6.9% | -13.4% | +6.4% | -6.8% |
| 1Y | -3.7% | -7.7% | +3.9% | -4.8% |
| All | -3.7% | -7.7% | +4.0% | -4.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded GAP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling